{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/LOFF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LOFF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LOFF.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"LOFF","page_tier":"B","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":18.600000381469727,"previous_close":16.280000686645508,"delta_neutral":16.13142460685011,"gamma_neutral":12.798289262144799,"gamma_max":20.12520003988381,"total_open_interest":7360,"previous_open_interest":7339,"listed_contracts":152,"listed_calls":108,"listed_puts":69,"gamma_max_distance_pct":8.1999979953418,"delta_neutral_distance_pct":-13.271912494576815,"gamma_neutral_distance_pct":-31.191994625467263,"open_interest_change_1d_pct":0.2861425262297316,"call_open_interest":4949,"put_open_interest":2411,"put_call_open_interest_ratio":0.48716912507577287,"nearest_expiration_max_pain":17,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-8.602152412124298,"all_expiration_max_pain":17,"net_gamma_exposure":291033.4995400469,"net_gamma_exposure_per_100k_open_interest":3954259.5046202024,"gamma_exposure_flip":12.798289262144799,"gamma_exposure_flip_distance_pct":-31.191994625467263,"call_wall":20,"call_wall_distance_pct":7.526879515147885,"put_wall":18,"put_wall_distance_pct":-3.2258084363669033,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2307},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"LOFF","price":18.6,"totalOi":7360,"analysisCoverage":1,"avgIvPct":123.2,"ivRank":20.5,"iv52wHighPct":153.42,"iv52wLowPct":115.4,"frontDte":14,"frontAtmIvPct":89.3553,"backAtmIvPct":99.2367,"termPremiumPp":-9.8814,"expectedMoveFrontPct":17.5,"straddleFrontPct":13.71,"straddle30dPct":13.71,"riskReversalFrontPp":2.85,"riskReversal30dPp":2.85,"butterflyFrontPp":5.54,"butterfly30dPp":5.54,"putCallOiRatio":0.487,"putCallOiFrontRatio":0.423,"putCallVolumeFrontRatio":0.299,"optionVolume":1043,"volumeOiRatio":0.141712,"netDeltaNormalized":0.193255,"dealerDeltaNormalized":-0.193124,"gexPer100kOi":870086.684783,"vannaPer100kOi":2010.869565,"charmPer100kOi":-803532.608696,"weekendDeltaShiftPer100kOi":-2410611.413043,"ivSurfaceRangePp":20.4,"gammaFlipDistancePct":-88.870968,"maxPainDistancePct":-8.602151,"peakCallDistancePct":45.16129,"peakPutDistancePct":-13.978495},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LOFF.json?date=2026-10-02","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}